I am using autoencoders to do anomaly detection. So, I have finished training my model and now I want to calculate the reconstruction loss for each entry in the dataset. so that I can assign anomalies to data points with high reconstruction loss.
This is my current code to calculate the reconstruction loss
But this is really slow. By my estimation, it should take 5 hours to go through the dataset whereas training one epoch occurs in approx 55 mins.
I feel that converting to tensor operation is bottlenecking the code, but I can't find a better way to do it.
I've tried changing the batch sizes but it does not make much of a difference. I have to use the convert to tensor part because K.eval is throwing an error if I do it normally.
python
for i in range(0, encoded_dataset.shape[0], batch_size):
y_true = tf.convert_to_tensor(encoded_dataset[i:i+batch_size].values,
np.float32)
y_pred= tf.convert_to_tensor(ae1.predict(encoded_dataset[i:i+batch_size].values),
np.float32)
# Append the batch losses (numpy array) to the list
reconstruction_loss_transaction.append(K.eval(loss_function( y_true, y_pred)))
I was able to train in 55 mins per epoch. So I feel prediction should not take 5 hours per epoch. encoded_dataset is a variable that has the entire dataset in main memory as a data frame.
I am using Azure VM instance.
K.eval(loss_function(y_true,y_pred) is to find the loss for each row of the batch
So y_true will be of size (batch_size,2000) and so will y_pred
K.eval(loss_function(y_true,y_pred) will give me an output of
(batch_size,1) evaluating binary cross entropy on each row of y
_true and y_pred
Moved from comments:
My suspicion is that ae1.predict and K.eval(loss_function) are behaving in unexpected ways. ae1.predict should normally be used to output the loss function value as well as y_pred. When you create the model, specify that the loss value is another output (you can have a list of multiple outputs), then just call predict here once to get both y_pred the loss value in one call.
But I want the loss for each row . Won't the loss returned by the predict method be the mean loss for the entire batch?
The answer depends on how the loss function is implemented. Both ways produce perfectly valid and identical results in TF under the hood. You could average the loss over the batch before taking the gradient w.r.t. the loss, or take the gradient w.r.t. a vector of losses. The gradient operation in TF will perform the averaging of the losses for you if you use the latter approach (see SO articles on taking the per-sample gradient, it's actually hard to do).
If Keras implements the loss with reduce_mean built into the loss, you could just define your own loss. If you're using square loss, replacing 'mean_squared_error' with lambda y_true, y_pred: tf.square(y_pred - y_true). That would produce square error instead of MSE (no difference to the gradient), but look here for the variant including the mean.
In any case this produces a per sample loss so long as you don't use tf.reduce_mean, which is purely optional in the loss. Another option is to simply compute the loss separately from what you optimize for and make that an output of the model, also perfectly valid.
Related
I have a data-set without labels, but I do have a way to get pairs of examples with opposite labels, that is given a pair x,z I know that their true labels are either 0,1 or 1,0.
So, I am building a model that accepts pairs of samples as input, and learns to classify them with opposite labels. Assuming I have an arbitrary model for predicting a single sample, y_hat = f(x), I am building a model with Keras that accepts pairs of samples (x,z) and outputs pairs of predictions, f(x), f(z). I then use a custom loss function that drives the model towards the correct direction: Given that a regular binary classifier is trained using the Binary Cross Entropy (BCE) to make the predicted and desired output "close", I use the negative BCE. Also, since BCE is not symmetric, I symmetrize it. So, the loss function I give the model.compile method is:
from tensorflow import keras
bce = keras.losses.BinaryCrossentropy()
def neg_sym_bce(y1, y2):
return (- 0.5 * (bce(y1, y2) + bce(y2, y1)))
My problem is, this model fails to learn to classify even a single pair of my data (I get f(x)~=f(z)~=0.5), and if I try to train it with synthetic "easy" data, it takes hundreds of epochs to converge (also on a single pair).
This made me suspect that it has to do with a "vanishing gradient" problem. Indeed, when I plot (see below) the loss for a single pair, which is a function of 2 variables (the 2 outputs), it is evident that there is a wide plateau around the 0.5, 0.5 point. It is also evident that the global minima is, as expected, around the points 0,1 and 1,0.
So, is there a way to deal with the vanishing gradient here? I read about the problem but the references I found deal with vanishing gradient in the network, not in the loss itself.
Or, is there another loss that can drive the model to predict opposite labels?
Think if your labels are always either 0,1 or 1,1 just use categorical_crossentropy for the loss.
How could tensorflow optimize the batch's element losses individually instead of optimizing the batch loss?
When optimizing the loss for each batch, the common way is summing or taking the average of all the batch's element losses as the batch loss, and then optimizing this batch loss. In my case, I would like to optimize each element's loss individually, instead of reducing them together as the batch loss.
For example, in the following codes.
losses = tf.nn.nce_loss(<my batch inputs here>)
loss = tf.reduce_mean(losses)
optim = tf.nn.GradientDesentOptimizor(learning_rate = 0.01).minimize(loss)
How could I skip loss = tf.reduce_mean(losses) and minimize the tensor losses directly? (In this way, the mini-batch actually reduces to the situation that batch size is 1.)
I have feed the losses to minimize directly as:
optim = tf.nn.GradientDesentOptimizor(learning_rate = 0.01).minimize(losses) # instead of loss
I am not sure how will minimaziation work. When I use it to run in the session, the losses tend to explore to nan.
So is it possible to achieve the above aim in tensorflow?
The difference between computation of gradients of tf.reduce_mean(losses) and gradients of losses is that for losses tensor you will get the SUM of gradients (the sum over gradients over each sample in a batch), while for tf.reduce_mean(losses) you will get the MEAN of the gradients (mean of gradients over the samples in a batch). That's why you start to get NaN values - the sum of gradients becomes a very large number as the size of the batch increases.
If you going to optimize a tensor loss instead of reduced mean loss you can get the exact equivalence by dividing your learning rate by the batch size.
To optimizer individually for each sample just feed one sample per batch.
TL;DR: you can just skip to the question in yellow box below.
Suppose I have a Encoder-Decoder Neural Network, with weights W_1 and W_2 of the encoder and decoder respectively. Let's denote Z as the output of the encoder. The network is trained with batch size n, and all the gradients will be calculated with respect to the mean loss value over the batch (as shown in image below, the L_hat which is the sum of per-sample loss L).
What I'm trying to achieve is, in the backward pass, to manipulate the gradients of Z before passing it further to the encoder's weights W_1. Suppose is a somehow modified gradients operator, for which the following holds:
The described above, in case of a synchronuous pass (first calculate the modified gradients of Z, then propagate down to W_1) is very easy to implement (the Jacobian multiplication is done using grad_ys of tf.gradients):
def modify_grad(grad_z):
# do some modifications
grad_z = tf.gradients(L_hat, Z)
mod_grad_z = modify_grad(grad_z)
mod_grad_w1 = tf.gradients(Z, W_1, mod_grad_z)
The problem is, I need to accumulate the gradients grad_z of the tensor Z over several batches. As the shape of it is dynamic (with None in one of the dimensions, as in the illustration above), I cannot define a tf.Variable to store it. Furthermore, the batch size n may change during training. How can I store the average of grad_z over several batches?
PS: I just wanted to combine pareto-optimal training of ArXiv:1810.04650, the asynchronous network training of ArXiv:1609.02132, and batch size scheduling of ArXiv:1711.00489.
I have used 100000 samples to train a general model in Keras and achieve good performance. Then, for a particular sample, I want to use the trained weights as initialization and continue to optimize the weights to further optimize the loss of the particular sample.
However, the problem occurred. First, I load the trained weight by the keras API easily, then, I evaluate the loss of the one particular sample, and the loss is close to the loss of the validation loss during the training of the model. I think it is normal. However, when I use the trained weight as the inital and further optimize the weight over the one sample by model.fit(), the loss is really strange. It is much higher than the evaluate result and gradually became normal after several epochs.
I think it is strange that, for the same one simple and loading the same model weight, why the model.fit() and model.evaluate() return different results. I used batch normalization layers in my model and I wonder that it may be the reason. The result of model.evaluate() seems normal, as it is close to what I seen in the validation set before.
So what cause the different between fit and evaluation? How can I solve it?
I think your core issue is that you are observing two different loss values during fit and evaluate. This has been extensively discussed here, here, here and here.
The fit() function loss includes contributions from:
Regularizers: L1/L2 regularization loss will be added during training, increasing the loss value
Batch norm variations: during batch norm, running mean and variance of the batch will be collected and then those statistics will be used to perform normalization irrespective of whether batch norm is set to trainable or not. See here for more discussion on that.
Multiple batches: Of course, the training loss will be averaged over multiple batches. So if you take average of first 100 batches and evaluate on the 100th batch only, the results will be different.
Whereas for evaluate, just do forward propagation and you get the loss value, nothing random here.
Bottomline is, you should not compare train and validation loss (or fit and evaluate loss). Those functions do different things. Look for other metrics to check if your model is training fine.
Recently, I'm working on a project "predicting future trajectories of objects from their past trajectories by using LSTMs in Tensorflow."
(Here, a trajectory means a sequence of 2D positions.)
Input to the LSTM is, of course, 'past trajectories' and output is 'future trajectories'.
The size of mini-batch is fixed when training. However, the number of past trajectories in a mini-batch can be different. For example, let the mini-batch size be 10. If I have only 4 past trajectories for the current training iteration, 6 out of 10 in the mini-batch is padded with zero value.
When calculating the loss for the back-propagation, I let the loss from the 6 be zero so that the only 4 contribute to the back-propagation.
The problem that I concern is..it seems that Tensorflow still calculates gradients for the 6 even if their loss is zero. As a result, the training speed becomes slower as I increase the mini-batch size even if I used the same training data.
I also used tf.where function when calculating the loss. However, the training time does not decrease.
How can I reduce the training time?
Here I attached my pseudo code for training.
# For each frame in a sequence
for f in range(pred_length):
# For each element in a batch
for b in range(batch_size):
with tf.variable_scope("rnnlm") as scope:
if (f > 0 or b > 0):
scope.reuse_variables()
# for each pedestrian in an element
for p in range(MNP):
# ground-truth position
cur_gt_pose = ...
# loss mask
loss_mask_ped = ... # '1' or '0'
# go through RNN decoder
output_states_dec_list[b][p], zero_states_dec_list[b][p] = cell_dec(cur_embed_frm_dec,
zero_states_dec_list[b][p])
# fully connected layer for output
cur_pred_pose_dec = tf.nn.xw_plus_b(output_states_dec_list[b][p], output_wd, output_bd)
# go through embedding function for the next input
prev_embed_frms_dec_list[b][p] = tf.reshape(tf.nn.relu(tf.nn.xw_plus_b(cur_pred_pose_dec, embedding_wd, embedding_bd)), shape=(1, rnn_size))
# calculate MSE loss
mse_loss = tf.reduce_sum(tf.pow(tf.subtract(cur_pred_pose_dec, cur_gt_pose_dec), 2.0))
# only valid ped's traj contributes to the loss
self.loss += tf.multiply(mse_loss, loss_mask_ped)
I think you're looking for the function tf.stop_gradient. Using this, you could do something like tf.where(loss_mask, tensor, tf.stop_gradient(tensor)) to achieve the desired result, assuming that the dimensions are correct.
However, it looks like this is probably not your issue. It seems as though for each item in your dataset, you are defining new graph nodes. This is not how TensorFlow is supposed to function, you should only have one graph, built beforehand that performs some fixed function, regardless of the batch size. You should definitely not be defining new nodes for every element in the batch, since that cannot efficiently take advantage of parallelism.